CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2721 |
1.2727 |
0.0006 |
0.0% |
1.2534 |
| High |
1.2769 |
1.2752 |
-0.0017 |
-0.1% |
1.2722 |
| Low |
1.2721 |
1.2694 |
-0.0027 |
-0.2% |
1.2531 |
| Close |
1.2722 |
1.2694 |
-0.0028 |
-0.2% |
1.2721 |
| Range |
0.0048 |
0.0058 |
0.0010 |
20.8% |
0.0191 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5,096 |
1,579 |
-3,517 |
-69.0% |
1,911 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2887 |
1.2849 |
1.2726 |
|
| R3 |
1.2829 |
1.2791 |
1.2710 |
|
| R2 |
1.2771 |
1.2771 |
1.2705 |
|
| R1 |
1.2733 |
1.2733 |
1.2699 |
1.2723 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2709 |
| S1 |
1.2675 |
1.2675 |
1.2689 |
1.2665 |
| S2 |
1.2655 |
1.2655 |
1.2683 |
|
| S3 |
1.2597 |
1.2617 |
1.2678 |
|
| S4 |
1.2539 |
1.2559 |
1.2662 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3167 |
1.2826 |
|
| R3 |
1.3040 |
1.2976 |
1.2774 |
|
| R2 |
1.2849 |
1.2849 |
1.2756 |
|
| R1 |
1.2785 |
1.2785 |
1.2739 |
1.2817 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2674 |
| S1 |
1.2594 |
1.2594 |
1.2703 |
1.2626 |
| S2 |
1.2467 |
1.2467 |
1.2686 |
|
| S3 |
1.2276 |
1.2403 |
1.2668 |
|
| S4 |
1.2085 |
1.2212 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2769 |
1.2658 |
0.0111 |
0.9% |
0.0043 |
0.3% |
32% |
False |
False |
1,559 |
| 10 |
1.2769 |
1.2516 |
0.0253 |
2.0% |
0.0050 |
0.4% |
70% |
False |
False |
961 |
| 20 |
1.2769 |
1.2460 |
0.0309 |
2.4% |
0.0057 |
0.4% |
76% |
False |
False |
532 |
| 40 |
1.2769 |
1.2326 |
0.0443 |
3.5% |
0.0060 |
0.5% |
83% |
False |
False |
351 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0054 |
0.4% |
65% |
False |
False |
285 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
65% |
False |
False |
217 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
65% |
False |
False |
180 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0042 |
0.3% |
65% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2999 |
|
2.618 |
1.2904 |
|
1.618 |
1.2846 |
|
1.000 |
1.2810 |
|
0.618 |
1.2788 |
|
HIGH |
1.2752 |
|
0.618 |
1.2730 |
|
0.500 |
1.2723 |
|
0.382 |
1.2716 |
|
LOW |
1.2694 |
|
0.618 |
1.2658 |
|
1.000 |
1.2636 |
|
1.618 |
1.2600 |
|
2.618 |
1.2542 |
|
4.250 |
1.2448 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2723 |
1.2732 |
| PP |
1.2713 |
1.2719 |
| S1 |
1.2704 |
1.2707 |
|